INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1680 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.12
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 0.65 | -0.4 | 36.56 | 1,746 | -635 | 1,921 | |||||||||
| 21 Sept | 1540.20 | 1 | -0.15 | 25.89 | 1,003 | -131 | 2,557 | |||||||||
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| 18 Sept | 1540.60 | 1.15 | -0.15 | 25.83 | 2,956 | 330 | 2,686 | |||||||||
| 14 Sept | 1525.60 | 1.9 | 0.15 | 25.38 | 3,607 | 856 | 2,297 | |||||||||
| 17 Aug | 1447.70 | 3.45 | 0.85 | 24.26 | 43 | 23 | 111 | |||||||||
For Infosys Limited - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.02
Historical price for 1680 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 36.56, the open interest changed by -635 which decreased total open position to 1921
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 25.89, the open interest changed by -131 which decreased total open position to 2557
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by 330 which increased total open position to 2686
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 25.38, the open interest changed by 856 which increased total open position to 2297
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 3.45, which was 0.85 higher than the previous day. The implied volatity was 24.26, the open interest changed by 23 which increased total open position to 111
| INFY 30SEP2025 1680 PE | |||||||
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Delta: -0.93
Vega: 0.30
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 178.75 | 40.8 | 49.46 | 6 | 0 | 89 |
| 21 Sept | 1540.20 | 137.95 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1540.60 | 137.95 | -29.05 | 35.01 | 19 | 6 | 89 |
| 14 Sept | 1525.60 | 157 | 12 | 38.06 | 3 | 0 | 86 |
| 17 Aug | 1447.70 | 238 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -0.93
Historical price for 1680 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 178.75, which was 40.8 higher than the previous day. The implied volatity was 49.46, the open interest changed by 0 which decreased total open position to 89
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 137.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 137.95, which was -29.05 lower than the previous day. The implied volatity was 35.01, the open interest changed by 6 which increased total open position to 89
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 157, which was 12 higher than the previous day. The implied volatity was 38.06, the open interest changed by 0 which decreased total open position to 86
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 238, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
